Matches in SemOpenAlex for { <https://semopenalex.org/work/W2108521965> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2108521965 endingPage "568" @default.
- W2108521965 startingPage "545" @default.
- W2108521965 abstract "The sample average approximation (SAA) method is a basic approach for solving stochastic variational inequalities (SVI). It is well known that under appropriate conditions the SAA solutions provide asymptotically consistent point estimators for the true solution to an SVI. It is of fundamental interest to use such point estimators along with suitable central limit results to develop confidence regions of prescribed level of significance for the true solution. However, standard procedures are not applicable because the central limit theorem that governs the asymptotic behavior of SAA solutions involves a discontinuous function evaluated at the true solution of the SVI. This paper overcomes such a difficulty by exploiting the precise geometric structure of the variational inequalities and by appealing to certain large deviations probability estimates, and proposes a method to build asymptotically exact confidence regions for the true solution that are computable from the SAA solutions. We justify this method theoretically by establishing a precise limit theorem, apply it to complementarity problems, and test it with a linear complementarity problem." @default.
- W2108521965 created "2016-06-24" @default.
- W2108521965 creator A5017461058 @default.
- W2108521965 creator A5067048881 @default.
- W2108521965 date "2013-08-01" @default.
- W2108521965 modified "2023-10-04" @default.
- W2108521965 title "Confidence Regions for Stochastic Variational Inequalities" @default.
- W2108521965 cites W1548524765 @default.
- W2108521965 cites W1968850685 @default.
- W2108521965 cites W1977904123 @default.
- W2108521965 cites W1985017266 @default.
- W2108521965 cites W2027378843 @default.
- W2108521965 cites W2078816386 @default.
- W2108521965 cites W2082477992 @default.
- W2108521965 cites W2112383528 @default.
- W2108521965 cites W2156260808 @default.
- W2108521965 cites W2163224661 @default.
- W2108521965 cites W4247165901 @default.
- W2108521965 cites W4249667877 @default.
- W2108521965 cites W84056083 @default.
- W2108521965 cites W9085204 @default.
- W2108521965 doi "https://doi.org/10.1287/moor.1120.0579" @default.
- W2108521965 hasPublicationYear "2013" @default.
- W2108521965 type Work @default.
- W2108521965 sameAs 2108521965 @default.
- W2108521965 citedByCount "24" @default.
- W2108521965 countsByYear W21085219652013 @default.
- W2108521965 countsByYear W21085219652014 @default.
- W2108521965 countsByYear W21085219652015 @default.
- W2108521965 countsByYear W21085219652016 @default.
- W2108521965 countsByYear W21085219652017 @default.
- W2108521965 countsByYear W21085219652018 @default.
- W2108521965 countsByYear W21085219652019 @default.
- W2108521965 countsByYear W21085219652020 @default.
- W2108521965 countsByYear W21085219652022 @default.
- W2108521965 countsByYear W21085219652023 @default.
- W2108521965 crossrefType "journal-article" @default.
- W2108521965 hasAuthorship W2108521965A5017461058 @default.
- W2108521965 hasAuthorship W2108521965A5067048881 @default.
- W2108521965 hasConcept C105795698 @default.
- W2108521965 hasConcept C121332964 @default.
- W2108521965 hasConcept C126255220 @default.
- W2108521965 hasConcept C134306372 @default.
- W2108521965 hasConcept C151201525 @default.
- W2108521965 hasConcept C158622935 @default.
- W2108521965 hasConcept C161999928 @default.
- W2108521965 hasConcept C166785042 @default.
- W2108521965 hasConcept C185429906 @default.
- W2108521965 hasConcept C202269582 @default.
- W2108521965 hasConcept C28826006 @default.
- W2108521965 hasConcept C33923547 @default.
- W2108521965 hasConcept C34320192 @default.
- W2108521965 hasConcept C54355233 @default.
- W2108521965 hasConcept C62520636 @default.
- W2108521965 hasConcept C75438885 @default.
- W2108521965 hasConcept C85404239 @default.
- W2108521965 hasConcept C86803240 @default.
- W2108521965 hasConceptScore W2108521965C105795698 @default.
- W2108521965 hasConceptScore W2108521965C121332964 @default.
- W2108521965 hasConceptScore W2108521965C126255220 @default.
- W2108521965 hasConceptScore W2108521965C134306372 @default.
- W2108521965 hasConceptScore W2108521965C151201525 @default.
- W2108521965 hasConceptScore W2108521965C158622935 @default.
- W2108521965 hasConceptScore W2108521965C161999928 @default.
- W2108521965 hasConceptScore W2108521965C166785042 @default.
- W2108521965 hasConceptScore W2108521965C185429906 @default.
- W2108521965 hasConceptScore W2108521965C202269582 @default.
- W2108521965 hasConceptScore W2108521965C28826006 @default.
- W2108521965 hasConceptScore W2108521965C33923547 @default.
- W2108521965 hasConceptScore W2108521965C34320192 @default.
- W2108521965 hasConceptScore W2108521965C54355233 @default.
- W2108521965 hasConceptScore W2108521965C62520636 @default.
- W2108521965 hasConceptScore W2108521965C75438885 @default.
- W2108521965 hasConceptScore W2108521965C85404239 @default.
- W2108521965 hasConceptScore W2108521965C86803240 @default.
- W2108521965 hasIssue "3" @default.
- W2108521965 hasLocation W21085219651 @default.
- W2108521965 hasOpenAccess W2108521965 @default.
- W2108521965 hasPrimaryLocation W21085219651 @default.
- W2108521965 hasRelatedWork W1979597395 @default.
- W2108521965 hasRelatedWork W2052042691 @default.
- W2108521965 hasRelatedWork W2144455869 @default.
- W2108521965 hasRelatedWork W2167187187 @default.
- W2108521965 hasRelatedWork W2168116254 @default.
- W2108521965 hasRelatedWork W2562269091 @default.
- W2108521965 hasRelatedWork W3124375805 @default.
- W2108521965 hasRelatedWork W4205776337 @default.
- W2108521965 hasRelatedWork W4244987228 @default.
- W2108521965 hasRelatedWork W1967766580 @default.
- W2108521965 hasVolume "38" @default.
- W2108521965 isParatext "false" @default.
- W2108521965 isRetracted "false" @default.
- W2108521965 magId "2108521965" @default.
- W2108521965 workType "article" @default.